Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.23 | — |
| Beta | 1 | — |
| Mean annual return | 0.07 | — |
| R-squared | 93 | — |
| Standard deviation | 16.18 | — |
| Sharpe ratio | -0.23 | — |
| Treynor ratio | -4.51 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.27 | — |
| Beta | 1 | — |
| Mean annual return | 0.48 | — |
| R-squared | 91 | — |
| Standard deviation | 15.93 | — |
| Sharpe ratio | 0.18 | — |
| Treynor ratio | 1.54 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.15 | — |
| Beta | 1 | — |
| Mean annual return | 0.24 | — |
| R-squared | 93 | — |
| Standard deviation | 16.07 | — |
| Sharpe ratio | 0.06 | — |
| Treynor ratio | -0.30 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.45 | — |
| Price/Sales (P/S) | 0.57 | — |
| Price/Cashflow (P/CF) | 0.15 | — |
| Median market vapitalization | 58.99K | — |
| 3-year earnings growth | 17 | — |